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Capital Asset Prices and the Temporal Resolution of Uncertainty

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  • Epstein, Larry G
  • Turnbull, Stuart M

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  • Epstein, Larry G & Turnbull, Stuart M, 1980. " Capital Asset Prices and the Temporal Resolution of Uncertainty," Journal of Finance, American Finance Association, vol. 35(3), pages 627-643, June.
  • Handle: RePEc:bla:jfinan:v:35:y:1980:i:3:p:627-43
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    Cited by:

    1. Choi, Won W. & Kwon, Sung S. & Lobo, Gerald J., 2000. "Market Valuation of Intangible Assets," Journal of Business Research, Elsevier, vol. 49(1), pages 35-45, July.
    2. Ligon, James A. & Cather, David A., 1997. "The informational value of insurance purchases: Evidence from the property-liability insurance market," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 989-1016, July.
    3. Craig W. Holden & Avanidhar Subrahmanyam, 2002. "News Events, Information Acquisition, and Serial Correlation," The Journal of Business, University of Chicago Press, vol. 75(1), pages 1-32, January.
    4. Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
    5. John, Kose & Reisz, Alexander S., 2010. "Temporal resolution of uncertainty, disclosure policy, and corporate debt yields," Journal of Corporate Finance, Elsevier, vol. 16(5), pages 655-678, December.
    6. Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time-varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422.
    7. Alexander Reisz, 1999. "Temporal Resolution of Uncertainty, the Investment Policy of Levered Firms and Corporate Debt Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-044, New York University, Leonard N. Stern School of Business-.
    8. Alexander Reisz, 1999. "Temporal Resolution of Uncertainty and Corporate Debt Yields: an Empirical Investigation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-043, New York University, Leonard N. Stern School of Business-.
    9. Gyamfi-Yeboah, Frank & Ling, David C. & Naranjo, Andy, 2012. "Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1930-1952.

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